Order tracking for discrete-random separation in variable speed conditions

The transmission path from the excitation to the measured vibration on the surface of a mechanical system introduces a distortion both in amplitude and in phase. Moreover, in variable speed conditions, the amplification/attenuation and the phase shift, due to the transfer function of the mechanical system, varies in time. This phenomenon reduces the effectiveness of the traditionally tachometer based order tracking, compromising the results of a discrete-random separation performed by a synchronous averaging. In this paper, for the first time, the extent of the distortion is identified both in the time domain and in the order spectrum of the signal, highlighting the consequences for the diagnostics of rotating machinery. A particular focus is given to gears, providing some indications on how to take advantage of the quantification of the disturbance to better tune the techniques developed for the compensation of the distortion. The full theoretical analysis is presented and the results are applied to an experimental case.

On infinitesimal σ-fields generated by random processes

It is proved that the infinitesimal look-ahead and look-back σ-fields of a random process disagree at atmost countably many time instants.

Downscaling of surface moisture flux and precipitation in the Ebro Valley (Spain) using analogues and analogues followed by random forests and multiple linear regression

In this paper, reanalysis fields from the ECMWF have been statistically downscaled to predict from large-scale atmospheric fields, surface moisture flux and daily precipitation at two observatories (Zaragoza and Tortosa, Ebro Valley, Spain) during the 1961-2001 period. Three types of downscaling models have been built: (i) analogues, (ii) analogues followed by random forests and (iii) analogues followed by multiple linear regression. The inputs consist of data (predictor fields) taken from the ERA-40 reanalysis. The predicted fields are precipitation and surface moisture flux as measured at the two observatories. With the aim to reduce the dimensionality of the problem, the ERA-40 fields have been decomposed using empirical orthogonal functions. Available daily data has been divided into two parts: a training period used to find a group of about 300 analogues to build the downscaling model (1961-1996) and a test period (19972001), where models' performance has been assessed using independent data. In the case of surface moisture flux, the models based on analogues followed by random forests do not clearly outperform those built on analogues plus multiple linear regression, while simple averages calculated from the nearest analogues found in the training period, yielded only slightly worse results. In the case of precipitation, the three types of model performed equally. These results suggest that most of the models' downscaling capabilities can be attributed to the analogues-calculation stage.

A Numerical Study of the Flow Fields in a Highly Off-Design Variable Geometry Turbine

Conventionally, radial turbines have almost exclusively used radially fibred blades. While issues of mechanical integrity are paramount, there may be opportunities for improving turbine efficiency through a 3D blade design without exceeding mechanical limits. Off-design performance and understanding of the secondary flow structures now plays a vital role in the design decisions made for automotive turbocharger turbines. Of particular interest is extracting more energy at high pressure ratios and lower rotational speeds. Operating in this region means the rotor will experience high values of positive incidence at the inlet. A CFD analysis has been carried out on a scaled automotive turbine utilizing a swing vane stator system. To date no open literature exists on the flow structures present in a standard VGT system. Investigations were carried out on a 90 mm diameter rotor with the stator vane at the maximum, minimum and 25% mass flow rate positions. In addition stator vane endwall clearance existed at the hub side. From investigation of the internal flow fields of the baseline rotor, a number of areas that could be optimized in the future with three dimensional blading were identified. The blade loading and tip leakage flow near inlet play a significant role in the flow development further downstream at all stator vane positions. It was found that tip leakage flow and flow separation at off-design conditions could be reduced by employing back swept blading and redistributing the blade loading. This could potentially reduce the extent of the secondary flow structures found in the present study.

Random primordial magnetic fields and the gas content of dark matter haloes

We recently predicted the existence of random primordial magnetic fields (RPMFs) in the form of randomly oriented cells with dipole-like structure with a cell size L(0) and an average magnetic field B(0). Here, we investigate models for primordial magnetic field with a similar web-like structure, and other geometries, differing perhaps in L(0) and B(0). The effect of RPMF on the formation of the first galaxies is investigated. The filtering mass, M(F), is the halo mass below which baryon accretion is severely depressed. We show that these RPMF could influence the formation of galaxies by altering the filtering mass and the baryon gas fraction of a halo, f(g). The effect is particularly strong in small galaxies. We find, for example, for a comoving B(0) = 0.1 mu G, and a reionization epoch that starts at z(s) = 11 and ends at z(e) = 8, for L(0) = 100 pc at z = 12, the f(g) becomes severely depressed for M < 10(7) M(circle dot), whereas for B(0) = 0 the f(g) becomes severely depressed only for much smaller masses, M < 10(5) M(circle dot). We suggest that the observation of M(F) and f(g) at high redshifts can give information on the intensity and structure of primordial magnetic fields.

An empirical evaluation of the Random Forests classifier models for variable selection in a large-scale lung cancer case-control study

Random Forests™ is reported to be one of the most accurate classification algorithms in complex data analysis. It shows excellent performance even when most predictors are noisy and the number of variables is much larger than the number of observations. In this thesis Random Forests was applied to a large-scale lung cancer case-control study. A novel way of automatically selecting prognostic factors was proposed. Also, synthetic positive control was used to validate Random Forests method. Throughout this study we showed that Random Forests can deal with large number of weak input variables without overfitting. It can account for non-additive interactions between these input variables. Random Forests can also be used for variable selection without being adversely affected by collinearities. ^ Random Forests can deal with the large-scale data sets without rigorous data preprocessing. It has robust variable importance ranking measure. Proposed is a novel variable selection method in context of Random Forests that uses the data noise level as the cut-off value to determine the subset of the important predictors. This new approach enhanced the ability of the Random Forests algorithm to automatically identify important predictors for complex data. The cut-off value can also be adjusted based on the results of the synthetic positive control experiments. ^ When the data set had high variables to observations ratio, Random Forests complemented the established logistic regression. This study suggested that Random Forests is recommended for such high dimensionality data. One can use Random Forests to select the important variables and then use logistic regression or Random Forests itself to estimate the effect size of the predictors and to classify new observations. ^ We also found that the mean decrease of accuracy is a more reliable variable ranking measurement than mean decrease of Gini. ^

Efficient random variable generation: ratio of uniforms and polar rejection sampling

Monte Carlo techniques, which require the generation of samples from some target density, are often the only alternative for performing Bayesian inference. Two classic sampling techniques to draw independent samples are the ratio of uniforms (RoU) and rejection sampling (RS). An efficient sampling algorithm is proposed combining the RoU and polar RS (i.e. RS inside a sector of a circle using polar coordinates). Its efficiency is shown in drawing samples from truncated Cauchy and Gaussian random variables, which have many important applications in signal processing and communications. RESUMEN. Método eficiente para generar algunas variables aleatorias de uso común en procesado de señal y comunicaciones (por ejemplo, Gaussianas o Cauchy truncadas) mediante la combinación de dos técnicas: "ratio of uniforms" y "rejection sampling".

Critical transport properties of random metals in large magnetic fields

The threshold behavior of the transport properties of a random metal in the critical region near a metal–insulator transition is strongly affected by the measuring electromagnetic fields. In spite of the randomness, the electrical conductivity exhibits striking phase-coherent effects due to broken symmetry, which greatly sharpen the transition compared with the predictions of effective medium theories, as previously explained for electrical conductivities. Here broken symmetry explains the sign reversal of the T → 0 magnetoconductance of the metal–insulator transition in Si(B,P), also previously not understood by effective medium theories. Finally, the symmetry-breaking features of quantum percolation theory explain the unexpectedly very small electrical conductivity temperature exponent α = 0.22(2) recently observed in Ni(S,Se)2 alloys at the antiferromagnetic metal–insulator transition below T = 0.8 K.

Influence of natural frequencies and source correlation fields on random response of panels

"Materials Central, Contract no. AF33(616)-6828, Project no. 7351."

Random error in willingness to pay measurement: A multiple indicators, latent variable approach to the reliability of contingent values

The reliability of measurement refers to unsystematic error in observed responses. Investigations of the prevalence of random error in stated estimates of willingness to pay (WTP) are important to an understanding of why tests of validity in CV can fail. However, published reliability studies have tended to adopt empirical methods that have practical and conceptual limitations when applied to WTP responses. This contention is supported in a review of contingent valuation reliability studies that demonstrate important limitations of existing approaches to WTP reliability. It is argued that empirical assessments of the reliability of contingent values may be better dealt with by using multiple indicators to measure the latent WTP distribution. This latent variable approach is demonstrated with data obtained from a WTP study for stormwater pollution abatement. Attitude variables were employed as a way of assessing the reliability of open-ended WTP (with benchmarked payment cards) for stormwater pollution abatement. The results indicated that participants' decisions to pay were reliably measured, but not the magnitude of the WTP bids. This finding highlights the need to better discern what is actually being measured in VVTP studies, (C) 2003 Elsevier B.V. All rights reserved.

Emulation of random output simulators

Computer models, or simulators, are widely used in a range of scientific fields to aid understanding of the processes involved and make predictions. Such simulators are often computationally demanding and are thus not amenable to statistical analysis. Emulators provide a statistical approximation, or surrogate, for the simulators accounting for the additional approximation uncertainty. This thesis develops a novel sequential screening method to reduce the set of simulator variables considered during emulation. This screening method is shown to require fewer simulator evaluations than existing approaches. Utilising the lower dimensional active variable set simplifies subsequent emulation analysis. For random output, or stochastic, simulators the output dispersion, and thus variance, is typically a function of the inputs. This work extends the emulator framework to account for such heteroscedasticity by constructing two new heteroscedastic Gaussian process representations and proposes an experimental design technique to optimally learn the model parameters. The design criterion is an extension of Fisher information to heteroscedastic variance models. Replicated observations are efficiently handled in both the design and model inference stages. Through a series of simulation experiments on both synthetic and real world simulators, the emulators inferred on optimal designs with replicated observations are shown to outperform equivalent models inferred on space-filling replicate-free designs in terms of both model parameter uncertainty and predictive variance.

Typical kernel size and number of sparse random matrices over Galois fields: a statistical physics approach

Using methods of statistical physics, we study the average number and kernel size of general sparse random matrices over GF(q), with a given connectivity profile, in the thermodynamical limit of large matrices. We introduce a mapping of GF(q) matrices onto spin systems using the representation of the cyclic group of order q as the q-th complex roots of unity. This representation facilitates the derivation of the average kernel size of random matrices using the replica approach, under the replica symmetric ansatz, resulting in saddle point equations for general connectivity distributions. Numerical solutions are then obtained for particular cases by population dynamics. Similar techniques also allow us to obtain an expression for the exact and average number of random matrices for any general connectivity profile. We present numerical results for particular distributions.

Properties of sparse random matrices over finite fields

Typical properties of sparse random matrices over finite (Galois) fields are studied, in the limit of large matrices, using techniques from the physics of disordered systems. For the case of a finite field GF(q) with prime order q, we present results for the average kernel dimension, average dimension of the eigenvector spaces and the distribution of the eigenvalues. The number of matrices for a given distribution of entries is also calculated for the general case. The significance of these results to error-correcting codes and random graphs is also discussed.

Numerical simulation of a new two-dimensional variable-order fractional percolation equation in non-homogeneous porous media

Percolation flow problems are discussed in many research fields, such as seepage hydraulics, groundwater hydraulics, groundwater dynamics and fluid dynamics in porous media. Many physical processes appear to exhibit fractional-order behavior that may vary with time, or space, or space and time. The theory of pseudodifferential operators and equations has been used to deal with this situation. In this paper we use a fractional Darcys law with variable order Riemann-Liouville fractional derivatives, this leads to a new variable-order fractional percolation equation. In this paper, a new two-dimensional variable-order fractional percolation equation is considered. A new implicit numerical method and an alternating direct method for the two-dimensional variable-order fractional model is proposed. Consistency, stability and convergence of the implicit finite difference method are established. Finally, some numerical examples are given. The numerical results demonstrate the effectiveness of the methods. This technique can be used to simulate a three-dimensional variable-order fractional percolation equation.